Question: Prove the assertion made in the text preceding Example 7.3.24: If T is a complete sufficient statistic for a parameter 0, and h(X1,... ,Xn) is

Prove the assertion made in the text preceding Example 7.3.24: If T is a complete sufficient statistic for a parameter 0, and h(X1,... ,Xn) is any unbiased estimator of τ(0), then ϕ(T) = E(h(X1,..., Xn)|T) is the best unbiased estimator of τ(0).

Step by Step Solution

3.45 Rating (171 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

Because T is sufficient T EhX 1 X n T is a functi... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

941-M-S-P (8800).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!